1D | -1.0 % |
1W | -0.4 % |
2W | 0.8 % |
1M | 0.3 % |
3M | -5.7 % |
6M | -6.4 % |
9M | -3.7 % |
1Y | -0.8 % |
Alpha
-7.4%
|
Beta
0.25
|
sharpe-R
-0.07
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:52:49 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -9.89% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 Weeks in the Equity asset class. This portfolio focuses only on companies in the Industrials sector. The maximum number of assets that can be allocated in this strategy is 25.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|---|
AMRC Ameresco, Inc. | Equity | Buy | 6.52% | 13.92% | 2024-08-27 | ||
KNX Knight-Swift Transportation Holdings Inc. | Equity | Sell | -3.81% | -2.35% | 2024-08-28 | ||
UFPI UFP Industries, Inc. | Equity | Sell | -3.74% | -0.77% | 2024-08-29 | ||
TITN Titan Machinery Inc. | Equity | Sell | -3.62% | 4.31% | 2024-09-04 | ||
EVA Enviva Inc. | Equity | Sell | -2.98% | 18.03% | 2024-09-05 | ||
CYRX Cryoport, Inc. | Equity | Sell | -3.54% | 2.45% | 2024-09-05 | ||
CAT Caterpillar Inc. | Equity | Sell | -5.05% | -3.52% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 6.52% | 13.92% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.81% | -2.35% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.74% | -0.77% | 2024-08-29 |
TITN Titan Machinery Inc. | Sell | -3.62% | 4.31% | 2024-09-04 |
EVA Enviva Inc. | Sell | -2.98% | 18.03% | 2024-09-05 |
CYRX Cryoport, Inc. | Sell | -3.54% | 2.45% | 2024-09-05 |
CAT Caterpillar Inc. | Sell | -5.05% | -3.52% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
EVI | Buy All | -10.63% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 6.26% | 10.54% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.58% | 2.73% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.44% | 6.26% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -3.67% | -0.06% | 2024-08-29 |
TITN Titan Machinery Inc. | Sell | -3.53% | 5.82% | 2024-09-04 |
EVA Enviva Inc. | Sell | -2.99% | 16.8% | 2024-09-05 |
CYRX Cryoport, Inc. | Sell | -3.27% | 9% | 2024-09-05 |
CAT Caterpillar Inc. | Sell | -4.85% | -0.43% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
STRL | Buy All | -9.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 6% | 5.15% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.65% | 1.49% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.48% | 5.95% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -3.71% | -0.44% | 2024-08-29 |
STRL Sterling Infrastructure, Inc. | Sell | -3.85% | -2.06% | 2024-09-04 |
TITN Titan Machinery Inc. | Sell | -3.76% | 0.29% | 2024-09-04 |
EVA Enviva Inc. | Sell | -3.22% | 10.86% | 2024-09-05 |
CYRX Cryoport, Inc. | Sell | -3.47% | 4.09% | 2024-09-05 |
CAT Caterpillar Inc. | Sell | -4.86% | 0% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 5.63% | -2.66% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.83% | -1.9% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.57% | 4.64% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -3.94% | -5.28% | 2024-08-29 |
STRL Sterling Infrastructure, Inc. | Sell | -3.9% | -2.22% | 2024-09-04 |
TITN Titan Machinery Inc. | Sell | -3.76% | 1.51% | 2024-09-04 |
EVA Enviva Inc. | Sell | -3.67% | 0% | 2024-09-05 |
CYRX Cryoport, Inc. | Sell | -3.67% | 0% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 5.65% | -1.89% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.8% | -1.67% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.59% | 3.7% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -3.59% | 3.85% | 2024-08-29 |
STRL Sterling Infrastructure, Inc. | Sell | -3.8% | 0% | 2024-09-04 |
TITN Titan Machinery Inc. | Sell | -3.8% | 0% | 2024-09-04 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 5.57% | -3.66% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.8% | -1.1% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.74% | 0% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -3.74% | 0% | 2024-08-29 |